Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-22 64.408986 72.389121 81.595566 93.156725 107.516268 125.090824 148.769589
2024-12-29 55.449093 66.006322 79.419954 98.318973 125.381009 164.823082 231.553270
2025-01-05 48.401773 59.569200 74.600939 97.393258 133.400060 193.378501 317.440582
2025-01-12 43.056043 54.192678 69.789370 94.717069 137.145741 216.014406 412.786621
2025-01-19 38.390206 49.029321 64.323411 89.656364 135.108000 226.858815 494.885202
2025-01-26 37.349022 48.799263 65.955627 96.084707 155.251904 294.344507 866.465801
2025-02-02 36.542593 48.758594 67.787019 103.162112 179.424732 392.909686 1865.692195
2025-02-09 34.905618 47.245037 66.988279 105.214474 193.611286 479.785667 4157.727678
2025-02-16 33.015347 45.140642 64.916675 104.361098 200.573123 551.890496 10750.501708
2025-02-23 31.361731 43.264580 63.012124 103.476426 207.241132 635.305222 75855.064866
2025-03-02 29.599022 41.074521 60.330343 100.511409 207.185931 688.946382 NaN
2025-03-09 28.279255 39.516535 58.627550 99.385818 212.304001 786.677286 NaN
2025-03-16 26.384785 36.967004 55.056736 93.963667 203.578442 789.437575 NaN
2025-03-23 26.005653 36.934148 56.118886 99.251884 232.402583 1193.987016 NaN
2025-03-30 24.920589 35.618672 54.635885 98.316206 239.509952 1456.675112 NaN
2025-04-06 23.739177 34.062395 52.555386 95.600649 238.886789 1637.751509 NaN
2025-04-13 22.392128 32.149051 49.648648 90.466758 226.973353 1587.500712 NaN
2025-04-20 22.368728 32.538137 51.260700 96.988486 267.071915 3256.875221 NaN
2025-04-27 22.357819 32.943820 52.948046 104.172952 318.434534 10838.300550 NaN
2025-05-04 21.880709 32.474176 52.789716 106.257174 346.661410 42895.360291 NaN
2025-05-11 21.196968 31.586864 51.678215 105.390507 357.474693 309137.195574 NaN
2025-05-18 20.557761 30.749298 50.609892 104.492122 368.053401 NaN NaN
2025-05-25 19.800045 29.657513 48.922882 101.481638 362.695526 NaN NaN